Fixes after PR #36479

[definitio]

Breaking change

Proposed change

1. Remove dispatchers when the entity is removed as requested
2. Fix Since #36479 mqtt sensors are set to 'unavailable' on HA restart #37209

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Example entry for configuration.yaml:

# Example configuration.yaml

Additional information

• This PR fixes or closes issue: fixes #
• This PR is related to issue:
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• Local tests pass. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.
• I have followed the development checklist
• The code has been formatted using Black (black --fast homeassistant tests)
• Tests have been added to verify that the new code works.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated for www.home-assistant.io

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• The manifest file has all fields filled out correctly.
  Updated and included derived files by running: python3 -m script.hassfest.
• New or updated dependencies have been added to requirements_all.txt.
  Updated by running python3 -m script.gen_requirements_all.
• Untested files have been added to .coveragerc.

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[probot-home-assistant]

Hey there @home-assistant/core, @emontnemery, mind taking a look at this pull request as its been labeled with an integration (mqtt) you are listed as a codeowner for? Thanks!
_{^{(message by CodeOwnersMention)}}

[definitio]

CI errors are not related to my changes.

[balloob]

Thanks!